The Econometrics Journal News

Model Selection and Inference Webcasts Now available

  • Published Date: 25 April 2016

As part of the 2016 Royal Economic Society Annual Conference at the University of Sussex at Brighton, two presentations on Model Selection and Inference were scheduled for The Econometrics Journal Special Session.

Chris Hansen (University of Chicago) presented “Model Selection and Post-Model Selection Inference in Economic Applications”.

Bruce Hansen (University of Wisconsin-Madison) talk was entitled “Shrinkage Estimation in Vector Autoregressions”.

The Session Chair was Andrew Chesher (UCL).

To view please visit:

Webcasts of previous sessions are also available covering the topics of Econometrics of Matching, Large Dimensional Models, Heterogeneity, Econometrics of Forecasting and Nonparametric Identification see

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